Rapport Backtest

Stratégie · EmaTrend   |   Ticker · NVDA   |   2018-01-02 → 2025-10-31
Capital Final 14,608.27 €
P&L +4608.27 € (+46.08%)
Total Trades 14
Max Drawdown 13.36%
Sharpe
0.44
Sortino
0.24
Calmar
0.37

Equity Curve

Underwater Curve

Performance

CAGR4.97%
Ulcer Index0.08
Expectancy329.16

Trades Overview

Total14 Win Rate50.00%
Profit Factor1.81 Payoff Ratio1.81

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2018-10-12 04:00:00 2018-11-19 05:00:00 Short 15 6.08 4.01 1416.45 33.97% 38
2019-05-14 04:00:00 2019-09-11 04:00:00 Short 15 3.97 4.58 -704.70 -15.29% 120
2020-04-08 04:00:00 2020-07-07 04:00:00 Long 15 6.56 9.90 2215.30 50.83% 90
2021-01-14 05:00:00 2021-03-09 05:00:00 Long 15 13.54 12.08 -560.04 -10.80% 54
2021-04-08 04:00:00 2021-06-07 04:00:00 Long 15 14.23 17.50 1147.57 23.05% 60
2021-10-19 04:00:00 2021-11-02 04:00:00 Long 15 22.24 25.73 848.29 15.69% 14
2022-03-24 04:00:00 2022-04-11 04:00:00 Long 15 26.13 22.14 -894.56 -15.28% 18
2022-04-13 04:00:00 2022-09-02 04:00:00 Short 15 21.68 14.10 1894.06 34.95% 142
2023-01-03 05:00:00 2023-01-17 05:00:00 Short 15 14.83 16.91 -872.67 -14.01% 14
2023-10-12 04:00:00 2023-10-19 04:00:00 Long 15 46.77 42.72 -498.54 -8.67% 7
2023-11-09 05:00:00 2024-01-17 05:00:00 Long 15 47.46 56.24 1053.12 18.49% 69
2024-04-29 04:00:00 2024-05-29 04:00:00 Long 15 87.60 112.84 1716.52 28.82% 30
2024-08-21 04:00:00 2024-09-04 04:00:00 Long 15 127.34 105.20 -1150.99 -17.38% 14
2024-09-26 04:00:00 2025-03-11 04:00:00 Long 15 126.83 106.80 -1001.53 -15.79% 166